Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47738.18 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46343.22 Kr¶

PnL: ---------------------------------------> -545.35 Kr¶

DD now: ---------------------------------> -1.834 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:24:37.482537'

Anic Portfolio¶

Today¶

Return: -0.512 %¶

This Week¶

Return: -0.365 %¶

Total¶

Return: 56.283 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Beijer Electronics Group 26 -2.590000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 -0.840000 627.760000 50.760000 8.800000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.550000 394.800000 39.800000 11.210000 355.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Boozt 12 0.070000 1689.600000 35.600000 2.150000 1653.999996
MedCap 2 -2.370000 454.000000 33.000000 7.840000 421.000000
Resurs Holding 22 0.470000 606.540000 32.540000 5.670000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 -0.110000 545.800000 18.800000 3.570000 527.000000
SAAB B 8 -0.240000 3395.200000 18.200000 0.540000 3377.000000
Securitas B 6 1.180000 586.800000 16.800000 2.950000 570.000000
Swedbank A 3 2.030000 580.050000 16.050000 2.850000 564.000000
OEM International B 7 -0.260000 543.200000 15.200000 2.880000 527.999997
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Nordea Bank Abp 29 0.400000 3457.960000 3.960000 0.110000 3453.999992
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.130000 519.870000 -14.130000 -2.650000 533.999999
Essity B 2 -0.920000 558.000000 -16.000000 -2.790000 574.000000
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -3.220000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 0.790000 555.960000 -57.040000 -9.310000 612.999432
Axfood 13 -1.600000 3602.300000 -153.700000 -4.090000 3756.000001
Fasadgruppen Group 35 2.300000 3577.000000 -234.000000 -6.140000 3810.999990
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46344.590000 -543.980000 -1.83085% 46888.564618

Updated:¶

'2023-01-24 16:23:52.137107'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶